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Search: subject:"Contemporaneous and temporal aggregation"
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Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
SBRANA, Giacomo
;
SILVESTRINI, Andrea
-
Center for Operations Research and Econometrics (CORE), …
-
2010
In this paper we propose a unified framework to analyse
contemporaneous
and
temporal
aggregation
of exponential …
Persistent link: https://www.econbiz.de/10008642228
Saved in:
2
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
Journal of Banking & Finance
37
(
2013
)
5
,
pp. 1437-1450
In this paper we propose a unified framework to analyse
contemporaneous
and
temporal
aggregation
of a widely employed …
Persistent link: https://www.econbiz.de/10010741756
Saved in:
3
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
Saved in:
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